Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-25 0.210124 0.225497 0.241908 0.260811 0.282082 0.305396 0.333042
2026-02-01 0.184399 0.203604 0.225046 0.250983 0.281813 0.317688 0.363195
2026-02-08 0.169096 0.190732 0.215724 0.247138 0.286172 0.333931 0.398195
2026-02-15 0.162001 0.186242 0.215121 0.252733 0.301485 0.364158 0.453744
2026-02-22 0.153119 0.178611 0.209711 0.251367 0.307238 0.382079 0.494792
2026-03-01 0.145151 0.171377 0.204015 0.248789 0.310653 0.396621 0.532473
2026-03-08 0.137380 0.163800 0.197220 0.243983 0.310236 0.405261 0.561981
2026-03-15 0.131050 0.157648 0.191794 0.240455 0.311036 0.415375 0.594828
2026-03-22 0.128116 0.155696 0.191716 0.244155 0.322369 0.442316 0.659728
2026-03-29 0.127153 0.156237 0.194933 0.252615 0.341392 0.483425 0.757554
2026-04-05 0.122724 0.151849 0.191061 0.250407 0.343643 0.497097 0.806435
2026-04-12 0.119957 0.149575 0.189980 0.252189 0.352242 0.522439 0.883895
2026-04-19 0.114331 0.143247 0.183024 0.244931 0.346007 0.521675 0.908000
2026-04-26 0.108912 0.137007 0.175920 0.237038 0.338105 0.517024 0.922724
2026-05-03 0.105287 0.133144 0.172082 0.233980 0.338097 0.527080 0.974173
2026-05-10 0.104293 0.132948 0.173563 0.239341 0.352978 0.567646 1.112477
2026-05-17 0.101599 0.130198 0.171105 0.238184 0.356178 0.585304 1.196848
2026-05-24 0.098773 0.127146 0.168053 0.235855 0.357014 0.598112 1.271947
2026-05-31 0.095586 0.123462 0.163889 0.231445 0.353631 0.601431 1.319870
2026-06-07 0.092871 0.120381 0.160529 0.228200 0.352178 0.608818 1.383691
2026-06-14 0.091928 0.119877 0.161101 0.231617 0.363714 0.647198 1.568828
2026-06-21 0.092040 0.120934 0.164127 0.239415 0.384583 0.711436 1.890661
2026-06-28 0.089920 0.118559 0.161636 0.237382 0.385430 0.726558 2.023776